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International Research Training Group of HU Berlin and Xiamen University has been approved

IRTG on High-Dimensional Non-Stationary Time Series Analysis starts in 2013

The German Research Foundation (DFG) has approved to support an International Research Training Group (IRTG) on "High-Dimensional Non-Stationary Time Series Analysis". The IRTG is a joint initiative of Humboldt-Universität zu Berlin and Xiamen University, China. Starting in 2013, the IRTG will fund three cohorts of five to six 3-year scholarships. The doctoral students will be trained in the necessary statistical and mathematical foundations and can specialize in various advanced topics in statistics and econometrics. In their doctoral dissertation, they are supposed to focus on recent developments and corresponding applications in high-dimensional time series modeling and forecasting, dimension reduction techniques, covariance estimation and nonparametric analysis.

The training program will be run in close collaboration with the Wang Yanan Institute for Studies in Economics, Xiamen University, the first official "Econometrics Key Lab" in China. Berlin students will be trained together with Xiamen students, will be jointly supervised by both Berlin and Xiamen scholars and have to attend the Xiamen course program for at least one semester.

Principal researchers from Berlin are Torsten Dickhaus, Wolfgang Härdle, Nikolaus Hautsch, Brenda Lopez Cabrera, Ostap Okhrin, Markus Reiß and Vladimir Spokoiny. Moreover, Daniel Klapper, Helmut Lütkepohl, Dieter Nautz, Martin Odeningand Christian Schade join the IRTG as associated researchers.



Prof. Dr. Wolfgang Härdle
Faculty of Economics and Business Administration
Humboldt-Universität zu Berlin
Spandauer Straße 1
10178 Berlin
Phone: +49 30 2093-5631